README.txt

MATLAB files to accompany Cagliarini and Kulish (2013),
Solving Linear Rational Expectations Models with Predictable Structural Changes. 

THESE PROGRAMS WERE WRITTEN FOR MATLAB VERSION 7.11 BY

ADAM CAGLIARINI AND MARIANO KULISH
ECONOMIC RESEARCH
RESERVE BANK OF AUSTRALIA
65 MARTIN PLACE
SYDNEY 2000, AUSTRALIA
adam.cagliarini@gmail.com
mkulish@gmail.com


PRODUCEFIG1.M
Produces figure 1 in the paper. 

PRODUCEFIG2.M
Produces figure 2 in the paper. 

PRODUCEFIG3.M
Produces figure 3 in the paper. 

IRFSIM.m
Computes the IRFs with an announcement of a future change. 

IRFINI.m
Computes IRFs with initial structure. Assumes IRFSIM.m has been run.

IRFFIN.m
Computes standard IRFs with final structure. Assumes IRFSIM.m has been run.

PARAM.m
Loads parmateres for initial, intermediate, and final structures.

MODEL.m
Sets up the model in the form  GAM0*y(t)=GAM1*y(t-1)+C+PSI*e(t)+PPI*eta(t)
for intial and final system. 

LREAnt.m
Sets up and solves Equation (20) of the paper, A y = b.

QZDIV.m
Program from Chris Sims

QZDIVCT.m
Program from Chis Sims

QZSWITCH.m
Program from Chris Sims

SMATS.m
Based on Chris Sims's program GENSYS.m. It computes the reduced form matrices.
